| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.21% | 160.91% |
| Max Drawdown | -22.23% | -67.18% |
| Sharpe | 0.1 | 0.4 |
| Sortino | 0.15 | 0.58 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 63.21 | 3.08 |
| Outlier Loss Ratio | 4.01 | 3.09 |
| Volatility (ann.) | 8.02% | 26.54% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.08 | 0.49 |
| Skew | 3.36 | 0.18 |
| Kurtosis | 124.96 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.31% |
| Expected Yearly % | 1.52% | 27.09% |
| Kelly Criterion | -6.34% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.26% |
| Expected Shortfall (cVaR) | -0.69% | -2.26% |
| Year | 11381995:BTCUSD | 11381995:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -3.55 | 0.06 | + |
| 2023 | 155.54 | 19.65 | 0.13 | - |
| 2024 | 121.00 | -10.23 | -0.08 | - |
| 2025 | 17.02 | 2.52 | 0.15 | - |
| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| MTD | -0.86% | 4.4% |
| 3M | -2.76% | 31.76% |
| 6M | 2.25% | 12.25% |
| YTD | 2.52% | 17.02% |
| 1Y | -6.32% | 57.19% |
| 3Y (ann.) | -3.07% | 55.42% |
| 5Y (ann.) | 1.79% | 32.62% |
| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| Max Drawdown | -22.23% | -67.18% |
| Longest DD Days | 744.0 | 683.0 |
| Avg. Drawdown | -6.13% | -7.67% |
| Avg. Drawdown Days | 150.0 | 37.0 |
| Recovery Factor | 0.28 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-12 | 2023-05-28 | -22.23 | 350 |
| 2023-05-29 | 2025-06-11 | -18.26 | 744 |
| 2022-03-15 | 2022-05-17 | -5.59 | 63 |
| 2022-01-29 | 2022-03-14 | -1.96 | 44 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2022-01-28 | 2022-01-28 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.18 | 0 |
| 2022-06-12 | 2022-06-12 | -0.18 | 0 |
| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.53% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 13.41% | 43.77% |
| Worst Month | -16.94% | -37.12% |
| Best Year | 19.65% | 155.54% |
| Worst Year | -10.23% | -60.52% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 2.75% | 7.36% |
| Avg. Down Week | -2.15% | -3.98% |
| Avg. Up Month | 3.65% | 17.91% |
| Avg. Down Month | -5.67% | -17.53% |
| Win Days % | 42.77% | 51.24% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 46.24% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |